Ladder Capital Finance Market Value
| 505742AM8 | 94.07 3.55 3.64% |
| Symbol | Ladder |
Ladder 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ladder's bond what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ladder.
| 08/19/2023 |
| 12/11/2024 |
If you would invest 0.00 in Ladder on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Ladder Capital Finance or generate 0.0% return on investment in Ladder over 480 days. Ladder is related to or competes with 00108WAF7, 90331HPL1, Recursion Pharmaceuticals, SoundHound, Bank of America, Sprott Focus, and IONQ. More
Ladder Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ladder's bond current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ladder Capital Finance upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 0.5891 |
Ladder Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ladder's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ladder's standard deviation. In reality, there are many statistical measures that can use Ladder historical prices to predict the future Ladder's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (0.67) |
Ladder Capital Finance Backtested Returns
Ladder Capital Finance has Sharpe Ratio of -0.18, which conveys that the entity had a -0.18% return per unit of risk over the last 3 months. Ladder exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Ladder's Risk Adjusted Performance of (0.02), mean deviation of 0.562, and Standard Deviation of 1.51 to check out the risk estimate we provide. The bond secures a Beta (Market Risk) of 0.0849, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Ladder's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ladder is expected to be smaller as well.
Auto-correlation | 0.66 |
Good predictability
Ladder Capital Finance has good predictability. Overlapping area represents the amount of predictability between Ladder time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ladder Capital Finance price movement. The serial correlation of 0.66 indicates that around 66.0% of current Ladder price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 3.12 |
Ladder Capital Finance lagged returns against current returns
Autocorrelation, which is Ladder bond's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ladder's bond expected returns. We can calculate the autocorrelation of Ladder returns to help us make a trade decision. For example, suppose you find that Ladder has exhibited high autocorrelation historically, and you observe that the bond is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ladder regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ladder bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ladder bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ladder bond over time.
Current vs Lagged Prices |
| Timeline |
Ladder Lagged Returns
When evaluating Ladder's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ladder bond have on its future price. Ladder autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ladder autocorrelation shows the relationship between Ladder bond current value and its past values and can show if there is a momentum factor associated with investing in Ladder Capital Finance.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Ladder Bond
Ladder financial ratios help investors to determine whether Ladder Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ladder with respect to the benefits of owning Ladder security.